+17,561.1%
LLY vs NI
+5,092.7%
+12,468.4%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.2% | -0.7% |
| 7D | -2.1% | +2.0% | -4.2% | -2.8% |
| 30D | -1.6% | -3.5% | +1.9% | -0.5% |
| 3M | +2.3% | -9.1% | +11.4% | +5.3% |
| 6M | +14.9% | -11.8% | +26.7% | +19.5% |
| YTD | +7.5% | +1.1% | +6.4% | +6.7% |
| 1Y | +55.7% | +6.7% | +49.0% | +51.6% |
| 3Y | +110.6% | +71.1% | +39.5% | +73.2% |
| 5Y | +363.4% | +94.3% | +269.1% | +262.0% |
| 10Y | +1,649.0% | +135.8% | +1,513.2% | +1,140.5% |
| All | +17,561.1% | +5,092.7% | +12,468.4% | +4,566.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded NI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling